+537.0%
TDG vs EWJ
+144.4%
+392.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | -0.8% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | -7.7% | +0.8% | -8.5% | -8.4% |
| 3M | -9.3% | +7.5% | -16.8% | -15.9% |
| 6M | -9.4% | +15.6% | -25.0% | -21.8% |
| YTD | -14.3% | +22.7% | -37.0% | -30.9% |
| 1Y | -11.8% | +26.4% | -38.2% | -31.4% |
| 3Y | +52.0% | +72.5% | -20.6% | -18.3% |
| 5Y | +128.8% | +52.4% | +76.4% | +42.2% |
| All | +537.0% | +144.4% | +392.5% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling